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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: July 2017
Source:  U.S. Treasury Department
Data in thousands of dollars, parenthesis indicate net reconstitution
Calculations by MNI
--------------------------------------------------------------------------
                             Current month's  Previous month's     Net Amt
                                    Stripped          Stripped    Stripped
Grand Total                      251,081,057       249,587,058   1,493,999
excl. maturing issues            251,081,057       249,467,938   1,613,119
Bonds                            239,668,212       238,817,954     850,258
30-yr Feb 2036 bond                5,099,026         4,555,886     543,140
30-yr Feb 2037 bond                  756,575           812,135     -55,560
29-y 9-m May 2037 bond             1,097,347         1,112,891     -15,544
30-yr Feb 2038 bond                1,353,156         1,367,202     -14,046
29-y 9-m May 2038 bond             1,135,481         1,138,721      -3,240
30-yr Feb 2039 bond                1,283,117         1,307,232     -24,115
30-yr May 2039 bond                3,996,095         4,056,675     -60,580
30-yr Aug 2039 bond                3,024,666         3,020,666       4,000
30-yr Nov 2039 bond                5,361,355         5,491,947    -130,592
30-yr Feb 2040 bond                8,372,255         8,501,575    -129,320
30-yr May 2040 bond                9,358,174         9,734,830    -376,656
30-yr Aug 2040 bond                2,724,802         2,613,682     111,120
30-yr Nov 2040 bond                4,638,460         4,576,150      62,310
30-yr Feb 2041 bond                2,010,657         2,010,657           0
30-yr May 2041 bond                3,125,768         3,156,456     -30,688
30-yr Aug 2041 bond                2,546,091         2,485,271      60,820
30-yr Nov 2041 bond                1,728,242         1,884,450    -156,208
30-yr Feb 2042 bond                1,463,006         1,517,086     -54,080
30-yr May 2042 bond                1,513,869         1,628,369    -114,500
30-yr Aug 2042 bond                3,884,306         4,109,966    -225,660
30-yr Nov 2042 bond                6,310,046         6,279,846      30,200
30-yr Feb 2043 bond               12,459,677        12,341,473     118,203
30-yr May 2043 bond                8,843,141         8,781,791      61,350
30-yr Aug 2043 bond                5,471,011         5,756,091    -285,080
30-yr Nov 2043 bond                4,859,577         4,852,147       7,430
30-yr Feb 2044 bond               13,247,976        14,431,856  -1,183,880
30-yr May 2044 bond               13,766,145        13,831,145     -65,000
30-yr Aug 2044 bond                6,538,651         6,475,499      63,152
30-yr Nov 2044 bond                9,407,023         9,467,422     -60,399
30-yr Feb 2045 bond                7,207,291         7,276,389     -69,098
30-yr May 2045 bond                7,906,210         8,437,103    -530,893
30-yr Aug 2045 bond               11,386,501        10,854,101     532,400
30-yr Nov 2045 bond               13,807,084        13,447,324     359,760
30-yr Feb 2046 bond                5,147,218         4,978,558     168,660
30-yr May 2046 bond                5,300,466         4,825,581     474,885
30-yr Aug 2046 bond                3,471,620         3,391,405      80,215
30-yr Nov 2046 bond                4,494,242         4,397,932      96,310
30-yr Feb 2047 bond                3,280,027         2,614,607     665,420
30-yr May 2047 bond                3,019,860         2,036,580     983,280
maturing issue
None                                       0                 0
excl. maturing issue             239,668,212       238,817,954     850,258
Notes                             11,403,686        10,759,954     643,732
maturing issue
3-yr July 2017 note                        0             4,800
7-yr July 2017 note                        0            45,200
5-yr July 2017 note                        0            68,800
2-yr July 2017 note                        0               320
excl. maturing issue              11,403,686        10,640,834     762,852
Indexed Securities                     9,159             9,150           9
maturing issue
10-yr July 2017 note                       0                 0
excl. maturing issue                   9,159             9,150           9
--MNI Washington Bureau; +1 212-800-8517; email: sara.haire@marketnews.com
[TOPICS: MTABLE,MAUDA$,MNUAU$,M$U$$$,M$$FI$]

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